On a class of multivariate normal selection priors and its applications in Bayesian inference

DOI10.1016/J.JKSS.2010.05.001MaRDI QIDQ744592zbMATHOpenAlexFDO

Authors Hea-Jung Kim

Publication date 25 September 2014

Published in Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jkss.2010.05.001

zbMATH Keywords

conjugate priorGibbs samplerBayesian hierarchical modelinequality constraintsmultivariate normal selection distribution

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Bayesian inference (62F15)

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• The multivariate skew-normal distribution
• The nontruncated marginal of a truncated bivariate normal distribution

Cited in

(7)

• On the greatest class of conjugate priors and sensitivity of multivariate normal posterior distributions
• A class of weighted multivariate normal distributions and its properties
• A measure of uncertainty regarding the interval constraint of normal mean elicited by two stages of a prior hierarchy
• On Bayesian estimation of regression models subject to uncertainty about functional constraints
• A hierarchical Bayesian regression model for the uncertain functional constraint using screened scale mixtures of Gaussian distributions
• Bayesian variable selection approach to a Bernstein polynomial regression model with stochastic constraints
• A procedure to select a ML-II prior in a multivariate normal case

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